Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 270 CHF | 504 270 CHF | 98,58% | 98,58% |
19/11/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 563 CHF | 503 563 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 076 CHF | 508 076 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 949 CHF | 504 949 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 608 CHF | 503 608 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 731 CHF | 500 731 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 860 CHF | 505 860 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 101,20 % | 102,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 347 CHF | 509 347 CHF | 100,00% | 100,00% |
08/11/2024 | 0,79% | 101,10 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 754 CHF | 509 754 CHF | 100,00% | 100,00% |
07/11/2024 | 0,78% | 102,10 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 589 CHF | 514 589 CHF | 99,23% | 99,23% |